+513.6%
EWT vs ALL
+365.1%
+148.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.7% |
| 7D | -1.1% | -2.3% | +1.1% | -0.7% |
| 30D | +4.5% | -0.4% | +4.9% | +4.5% |
| 3M | +8.3% | +16.0% | -7.8% | +4.3% |
| 6M | +54.2% | +24.6% | +29.7% | +45.5% |
| YTD | +74.6% | +23.7% | +50.9% | +64.6% |
| 1Y | +84.9% | +27.7% | +57.2% | +72.5% |
| 3Y | +197.5% | +150.2% | +47.3% | +124.4% |
| 5Y | +150.6% | +117.1% | +33.5% | +92.6% |
| All | +513.6% | +365.1% | +148.6% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling